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Pricing in (in)complete markets : structural analysis and applications
Esser, Angelika - 2004
Persistent link: https://www.econbiz.de/10001851228
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Stochastic implied volatility : a factor-based model
Hafner, Reinhold - 2004
volatility derivatives. In the first part, the book develops a unifying theory for the analysis of contingent claims under both …
Persistent link: https://www.econbiz.de/10002063039
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Computational financial mathematics using Mathematica : optimal trading in stocks and options
Stojanovic, Srdjan - 2003
Persistent link: https://www.econbiz.de/10001672799
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Simulation von Schluss-, Minimal- und Maximalwerten spezieller Preisprozesse mit Anwendungen in der Optionsbewertung
Becker, Martin - 2008 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003684371
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Closed-form solution for the critical stock price and the price of perpetual American call options via the improved Mellin transforms
Fadugba, Sunday Emmanuel; Nwozo, Chuma Raphael - In: International journal of financial markets and derivatives 6 (2018) 4, pp. 269-286
Persistent link: https://www.econbiz.de/10011996903
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VIX modeling for a market insider
Hess, Markus - In: International journal of theoretical and applied … 26 (2023) 4/5, pp. 1-27
Persistent link: https://www.econbiz.de/10014497258
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Application of Mathematical Equations to Describing Fast Changes in the Assets Prices
Baryshevsky, Dmitry V. - 2015
Price dynamics of the asset depends on the collective action of buyers and sellers, including both institutional and private investors. A large number of diverse, sometimes contradictory, reasons can underlie the decisions of market participants. In certain periods, asset purchases can be a...
Persistent link: https://www.econbiz.de/10013014714
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Stock Market Volatility & Computational Finance
Mishra, Dr. Sisira Kanti - 2011
the company, expected rate of growth, future dividends, etc. are there for the study of financial data analysis and … formulated into simple models. These very often require use of sophisticated tools for ensuring individual analysis of emerging …
Persistent link: https://www.econbiz.de/10013127431
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Computational Financial Mathematics using MATHEMATICA® : Optimal Trading in Stocks and Options
Stojanovic, Srdjan - 2003
Mathematica realizations are provided * Comprehensive study of optimal portfolio diversification, including an original theory of …
Persistent link: https://www.econbiz.de/10013523085
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Efficient Monte Carlo barrier option pricing when the underlying security price follows a jump-diffusion process
Ross, Sheldon M.; Ghamami, Samim - In: The journal of derivatives : the official publication … 17 (2009/10) 3, pp. 45-52
Persistent link: https://www.econbiz.de/10003961017